Ruin Probabilities
(2nd edition).
World
Scientific 2010.
Stochastic Simulation. Algorithms and Analysis.
Co-authored with Peter_W._Glynn,
Stanford
The books gives a broad survey of Monte Carlo simulation
at intermediate
to advanced level.
See further the Table_of_Contents
It was published July 20, 2007 by Springer-Verlag, New York.
The book has gradually developed from
Stochastic Simulation.
With a View Towards Stochastic
Processes.
Lecture Notes 2, MaPhySto, Aarhus, 1999
that I wrote for a Concentrated Advanced Course in Aarhus 1999.
All of these notes are covered by the book with Glynn,
so they are no longer available at the web.
Corrections_and_amendments
2008 Outstanding Simulation Publication Award
In N. America, order from
www.springer-ny.com
(price USD 59.95).
In Europe, order from
www.springer.de
(price EUR ?).
Applied Probability and Queues.
2nd ed. Springer May 2003 (1st ed. Wiley 1987)
Contents
Corrections_and_amendments
In N. America, order from
www.springer-ny.com
(price USD 69.95).
In Europe, order from
www.springer.de
(price EUR 79.95).
Ruin Probabilities.
World
Scientific 2000.
Contents
Corrections_and_amendments
Order_from_WSPC
(price USD 88)
Branching Processes
Co-authored with
H. Hering (retired).
Birkhäuser 1983.